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updated 8:37:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−1.32%
LONG Gate.io · now
+10.96%
3d avg:+9.96%
SHORT KuCoin · nowENJUSDTM
+10.96%
3d avg:+8.64%
Entry Spread Now
+0.510%
In your favorL 0.02355 · S 0.02367+$50.96 if it converges
24h range +0.04%…+0.68% · median +0.42%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.03
−0.23%
$Avg Daily PnL
−$0.34
−0.0034%
★Best Day
+$0.77
Aug 17
◎Open Interest
Gate.io$255.7K
KuCoin$1.06M⚡Funding APR
−1.25%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$44.6KKuCoin$6.0KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.